Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 0.209732 0.225062 0.241426 0.260272 0.281477 0.304715 0.332268
2026-02-01 0.184063 0.203216 0.224597 0.250456 0.281188 0.316942 0.362286
2026-02-08 0.168801 0.190380 0.215304 0.246625 0.285536 0.333133 0.397160
2026-02-15 0.161717 0.185895 0.214693 0.252192 0.300784 0.363232 0.452462
2026-02-22 0.152859 0.178287 0.209302 0.250835 0.306524 0.381095 0.493347
2026-03-01 0.144913 0.171075 0.203626 0.248271 0.309936 0.395593 0.530882
2026-03-08 0.137163 0.163522 0.196856 0.243489 0.309534 0.404221 0.560291
2026-03-15 0.130846 0.157383 0.191443 0.239968 0.310326 0.414290 0.592977
2026-03-22 0.127916 0.155433 0.191361 0.243652 0.321614 0.441112 0.657545
2026-03-29 0.126949 0.155963 0.194557 0.252067 0.340540 0.482000 0.754765
2026-04-05 0.122530 0.151586 0.190696 0.249866 0.342783 0.495613 0.803375
2026-04-12 0.119760 0.149305 0.189599 0.251614 0.351303 0.520752 0.880184
2026-04-19 0.114147 0.142994 0.182664 0.244380 0.345090 0.519985 0.904113
2026-04-26 0.108743 0.136771 0.175583 0.236516 0.337223 0.515363 0.918750
2026-05-03 0.105129 0.132924 0.171763 0.233479 0.337233 0.525403 0.969937
2026-05-10 0.104136 0.132726 0.173236 0.238817 0.352044 0.565743 1.107208
2026-05-17 0.101450 0.129985 0.170789 0.237669 0.355242 0.583329 1.191004
2026-05-24 0.098632 0.126944 0.167749 0.235354 0.356085 0.596093 1.265597
2026-05-31 0.095455 0.123271 0.163602 0.230967 0.352731 0.599428 1.313257
2026-06-07 0.092744 0.120197 0.160249 0.227729 0.351277 0.606760 1.376513
2026-06-14 0.091802 0.119693 0.160817 0.231131 0.362759 0.644915 1.560022
2026-06-21 0.091911 0.120741 0.163825 0.238887 0.383507 0.708704 1.878506
2026-06-28 0.089796 0.118373 0.161342 0.236861 0.384351 0.723734 2.010258